+594.1%
EWT vs CLF
+428.2%
+165.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | +1.6% |
| 7D | +4.0% | +7.6% | -3.6% | +2.7% |
| 30D | +10.3% | -1.2% | +11.5% | +10.4% |
| 3M | +6.1% | -13.4% | +19.5% | +7.7% |
| 6M | +56.6% | +15.4% | +41.2% | +51.3% |
| YTD | +76.6% | -5.9% | +82.5% | +74.8% |
| 1Y | +97.9% | +18.8% | +79.0% | +86.1% |
| 3Y | +198.0% | -19.4% | +217.4% | +184.5% |
| 5Y | +151.8% | -47.7% | +199.5% | +147.5% |
| 10Y | +514.1% | +130.4% | +383.8% | +301.9% |
| All | +594.1% | +428.2% | +165.9% | +183.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CLF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling